+3,733.8%
CELH vs MCO
+393.6%
+3,340.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.6% | +1.1% |
| 7D | -11.2% | -3.8% | -7.5% | -8.8% |
| 30D | -1.4% | -0.4% | -1.1% | -0.9% |
| 3M | -4.2% | +7.7% | -11.9% | -7.9% |
| 6M | -40.5% | +7.0% | -47.5% | -42.8% |
| YTD | -40.5% | -6.4% | -34.1% | -38.4% |
| 1Y | -53.0% | -7.6% | -45.4% | -51.1% |
| 3Y | -59.1% | +43.2% | -102.3% | -69.8% |
| 5Y | -10.7% | +29.6% | -40.3% | -29.4% |
| All | +3,733.8% | +393.6% | +3,340.2% | +2,033.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MCO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling